

Some already listed here, some newly added: AVM(Germany) - Fritzbox (they are actually partially build in the EU)
Lancom (Germany)
Mikrotik(Latavia)
Turris (Czech R.) - Omnia
Teltonika - Lithuania
Vantiva - France (formerly Technicolour, I don’t think one can buy them directly, though)
Softwarewise of course OPNsense.
Btw: OpenWRT is technically not an EU-project, the foundation is a US foundation, but that wouldn’t bother me too much atm.
In terms of market share AVM seems to be the largest one in the EU.
There isn’t a single one. Even the ones that claim they are (Lupus) are actually just rebranded chinese ones (Dahua in that case).
Better get a hardwarewise reputable one and isolate it from the internet with its own VLAN,etc.